Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System
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More about this item
KeywordsCentral banks and their policies; Bayesian VAR; Gibbs sampling; Time- Varying Reaction Function; EMS; forecasting; equation; monetary policy; outliers; covariance; Bayesian Analysis; Simulation Methods; Multiple or Simultaneous Equation Models: Time-Series Models; Time-Varying Reaction Function;
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